DFITX vs. VGRNX
Compare and contrast key facts about DFA International Real Estate Securities (DFITX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX).
DFITX is managed by Dimensional. It was launched on Feb 28, 2007. VGRNX is managed by Vanguard. It was launched on Apr 19, 2011.
Performance
DFITX vs. VGRNX - Performance Comparison
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DFITX vs. VGRNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | -6.33% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | -3.59% | 22.02% | -2.40% | 6.35% | -22.47% | 5.63% | -6.90% | 21.50% | -9.54% | 26.55% |
Returns By Period
In the year-to-date period, DFITX achieves a -6.33% return, which is significantly lower than VGRNX's -3.59% return. Over the past 10 years, DFITX has underperformed VGRNX with an annualized return of 1.51%, while VGRNX has yielded a comparatively higher 2.44% annualized return.
DFITX
- 1D
- 1.72%
- 1M
- -9.67%
- YTD
- -6.33%
- 6M
- -5.60%
- 1Y
- 10.96%
- 3Y*
- 4.71%
- 5Y*
- -0.40%
- 10Y*
- 1.51%
VGRNX
- 1D
- 1.99%
- 1M
- -11.38%
- YTD
- -3.59%
- 6M
- -2.85%
- 1Y
- 13.92%
- 3Y*
- 7.61%
- 5Y*
- -0.64%
- 10Y*
- 2.44%
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DFITX vs. VGRNX - Expense Ratio Comparison
DFITX has a 0.27% expense ratio, which is higher than VGRNX's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFITX vs. VGRNX — Risk / Return Rank
DFITX
VGRNX
DFITX vs. VGRNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Real Estate Securities (DFITX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DFITX | VGRNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.20 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.62 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.96 | -0.07 |
Martin ratioReturn relative to average drawdown | 3.63 | 4.29 | -0.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFITX | VGRNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.20 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | -0.05 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.17 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.22 | -0.13 |
Correlation
The correlation between DFITX and VGRNX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFITX vs. VGRNX - Dividend Comparison
DFITX's dividend yield for the trailing twelve months is around 7.12%, more than VGRNX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | 7.12% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
VGRNX Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares | 4.88% | 4.71% | 5.21% | 3.76% | 0.58% | 6.50% | 0.94% | 7.81% | 4.64% | 3.87% | 5.19% | 2.86% |
Drawdowns
DFITX vs. VGRNX - Drawdown Comparison
The maximum DFITX drawdown since its inception was -73.49%, which is greater than VGRNX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for DFITX and VGRNX.
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Drawdown Indicators
| DFITX | VGRNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.49% | -38.77% | -34.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -14.35% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -34.84% | -35.59% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -45.26% | -38.77% | -6.49% |
Current DrawdownCurrent decline from peak | -12.65% | -12.65% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -18.19% | -10.74% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.23% | -0.21% |
Volatility
DFITX vs. VGRNX - Volatility Comparison
The current volatility for DFA International Real Estate Securities (DFITX) is 5.08%, while Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) has a volatility of 5.62%. This indicates that DFITX experiences smaller price fluctuations and is considered to be less risky than VGRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFITX | VGRNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.62% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 8.54% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 12.33% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 13.80% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 14.69% | +1.73% |